+40.7%
THC vs MDY
+17.5%
+23.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +0.6% | +9.0% | +9.3% |
| 7D | +8.8% | +1.7% | +7.1% | +8.0% |
| 30D | +12.6% | +1.2% | +11.4% | +11.9% |
| 3M | +15.4% | -3.5% | +18.8% | +17.3% |
| 6M | +57.7% | +3.5% | +54.1% | +54.0% |
| YTD | +47.1% | +13.6% | +33.5% | +31.7% |
| 1Y | +40.7% | +17.1% | +23.6% | +21.0% |
| All | +40.7% | +17.5% | +23.2% | +21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded MDY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling